Basis risk and the weights of each variable will come

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Reference no: EM133264591

Question: Use whatever historical data (weekly for two to three years should suffice)you can source on WTI, Brent, heating oil and RBOB gasoline in any combination and test them against jet fuel to determine the best correlation.

**Prices for WTI, Brent, heating oil and RBOB gasoline and jet fuel are available online.

Will have to try a multiple regression to see if using two variables or more make it more efficient. Basis risk and the weights of each variable will come into play here.

Reference no: EM133264591

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